+967.2%
AWK vs BDX
+265.3%
+702.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +0.9% |
| 7D | +2.2% | -4.3% | +6.5% | +3.8% |
| 30D | +4.4% | +1.3% | +3.2% | +3.9% |
| 3M | +15.4% | +20.2% | -4.9% | +7.5% |
| 6M | +3.5% | +8.6% | -5.1% | -0.2% |
| YTD | +9.8% | +19.0% | -9.2% | +1.8% |
| 1Y | +3.0% | +21.2% | -18.2% | -5.4% |
| 3Y | +9.7% | -9.7% | +19.4% | +10.8% |
| 5Y | -17.2% | -3.4% | -13.8% | -19.3% |
| 10Y | +126.1% | +53.9% | +72.2% | +78.5% |
| All | +967.2% | +265.3% | +702.0% | +422.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling